New Kalman filter and smoother consistency tests (Q2350772)

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New Kalman filter and smoother consistency tests
scientific article

    Statements

    title
    New Kalman filter and smoother consistency tests (English)
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    author
    Richard G. Gibbs
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    published in
    Automatica
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    publication date
    25 June 2015
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    zbMATH Keywords
    Kalman filters
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    optimal estimation
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    smoothing
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    filter residual test (FRT)
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    Identifiers

    zbMATH DE Number
    6450266
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